Bounds on the tail probability of U-statistics and quadratic forms
Functional Analysis
2016-09-06 v1 Probability
Abstract
The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear -correlations of independent random variables.
Cite
@article{arxiv.math/9309210,
title = {Bounds on the tail probability of U-statistics and quadratic forms},
author = {Victor H. de la Peña and Stephen J. Montgomery-Smith},
journal= {arXiv preprint arXiv:math/9309210},
year = {2016}
}
Comments
5 pages. Abstract added in migration.